Acute respiratory failure secondary to COVID-19 pneumonia may require a variety of non-pharmacological strategies in addition to oxygen therapy to avoid endotracheal intubation. The response to all these strategies, which include high nasal flow, continuous positive pressure, non-invasive ventilation, or even prone positioning in awake patients, can be highly variable depending on the predominant phenotypic involvement. Deciding when to replace conventional oxygen therapy with non-invasive respiratory support, which to choose, the role of combined methods, definitions, and attitudes toward treatment failure, and improved case improvement procedures are directly relevant clinical questions for the daily care of critically ill COVID-19 patients. The experience accumulated after more than a year of the pandemic should lead to developing recommendations that give answers to all these questions.